A study of the Black scholes pricing model under varying dividend yields

MaRDI QIDQ6659928FDOQ6659928

Authors: Raj K. Gangele, Shailendra Asati 

Publication date: 9 January 2025

Published in: Journal of Rajasthan Academy of Physical Sciences (Search for Journal in Brave)

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zbMATH Keywords

call optionimplicit numerical schemeBlack scholes option pricing modelvarying dividend condition

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX) Partial differential equations (35-XX)

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